Quantitative Finance
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Idonknow
  • Member for 4 years, 7 months
  • Last seen more than a month ago
  • Singapore
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A mathematician is a person who can find analogies between theorems;

A better mathematician is one who can see analogies between proofs and the best mathematician can notice analogies between theories;

And one can imagine that the ultimate mathematician is one who can see analogies between analogies

--S. Banach

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All Questions Answers
Score Newest
question
16
Why is Brownian motion useful in finance?
Dec 8, 2019
question
7
Show that $\frac{\partial c(t))}{\partial \sigma^2 }>0 \text{ if and only if } S(t)<Xe^{-r(r+\frac{1}{2} \sigma^2 )(T-t)}.$
Sep 21, 2019
question
4
How to adjust delta hedging if stock price decreases?
Sep 21, 2019
question
3
Assumptions in using risk-neutral pricing formula
Dec 4, 2019
question
3
Explain that gamma is positive for standard call and put options without using heavy mathematics
Sep 21, 2019
question
3
Mark Joshi uses forward price to price an option that pays $S_t^2-K$ if $S_t^2>K $ and zero otherwise? Why can we do that?
Dec 16, 2019
question
2
Show that $Ae^{rt}$ is a solution of the Black-Scholes equation. Why should this be so?
Dec 16, 2019
question
2
Arbitrage opportunity between two call options with strike price \$40, \$30 and cost \$4, \$3 respectively?
Dec 8, 2019
question
2
Expectation and variance of $\int_0^t (W_s)^n ds$ for any positive integer $n$?
Dec 8, 2019
question
2
How can I use the Radon-Nikodym theorem to show that forward measure is indeed measure?
Apr 6, 2020
Top network posts
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41
Prove that there is a real number $a$ such that $\frac{1}{3} \leq \{ a^n \} \leq \frac{2}{3}$ for all $n=1,2,3,...$
41
What is the difference between LyX and LaTeX?
30
Given $y_n=(1+\frac{1}{n})^{n+1}$ show that $\lbrace y_n \rbrace$ is a decreasing sequence
25
Let $p_1, p_2,\dots,p_n$ be polynomials of $k$ variables $x_1,\dots,x_k$ and $p_1^2 + \dots +p_n^2=x_1^2 + \dots + x_k^2$ Prove that $n \geq k$.
24
Prove that $|a+b|^p \leq 2^p \{ |a|^p +|b|^p \}$

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